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If you mean that you want to load a file that is stored in the file system of your computer, the short answer is that you cannot. From the Wikipedia:

JavaScript and the DOM provide the potential for malicious authors to deliver scripts to run on a client computer via the web. Browser authors contain this risk using two restrictions. First, scripts run in a sandbox in which they can only perform web-related actions, not general-purpose programming tasks like creating files. Second, scripts are constrained by the same origin policy: scripts from one web site do not have access to information such as usernames, passwords, or cookies sent to another site. Most JavaScript-related security bugs are breaches of either the same origin policy or the sandbox. (http://goo.gl/iqW7n)